+199.5%
MA vs XLC
+142.6%
+56.9%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -1.0% | -1.0% |
| 7D | -1.8% | +0.6% | -2.3% | -2.2% |
| 30D | +1.4% | +0.2% | +1.2% | +1.2% |
| 3M | +17.7% | +0.6% | +17.1% | +16.6% |
| 6M | +9.7% | -4.5% | +14.2% | +13.4% |
| YTD | +0.5% | -4.7% | +5.2% | +4.1% |
| 1Y | -2.1% | -1.7% | -0.4% | -1.5% |
| 3Y | +40.1% | +72.3% | -32.2% | -16.0% |
| 5Y | +67.5% | +37.8% | +29.8% | +25.5% |
| All | +199.5% | +142.6% | +56.9% | +17.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XLC.
Daily Out/Under-Performance
Portfolio return minus XLC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded XLC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling